+208.8%
PM vs FERG
+348.1%
-139.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | +1.9% | -11.8% | +13.7% | +2.4% |
| 3M | +4.6% | -1.2% | +5.8% | +4.6% |
| 6M | +11.7% | -2.3% | +14.0% | +11.6% |
| YTD | +20.4% | +0.8% | +19.6% | +20.2% |
| 1Y | +19.0% | +0.5% | +18.5% | +18.7% |
| 3Y | +130.4% | +51.4% | +79.0% | +123.8% |
| 5Y | +131.5% | +67.5% | +64.0% | +122.0% |
| All | +208.8% | +348.1% | -139.3% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling